+8,434.7%
SHOP vs EL
+34.7%
+8,400.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -2.1% |
| 7D | -5.1% | +0.8% | -5.9% | -5.5% |
| 30D | +0.6% | +19.8% | -19.3% | -9.5% |
| 3M | +25.0% | +25.7% | -0.7% | +9.8% |
| 6M | +11.9% | +5.4% | +6.5% | +5.5% |
| YTD | -9.9% | +0.2% | -10.1% | -15.0% |
| 1Y | 0.0% | +20.4% | -20.5% | -15.4% |
| 3Y | +117.5% | -32.1% | +149.6% | +131.2% |
| 5Y | -6.6% | -67.2% | +60.5% | +65.9% |
| 10Y | +3,320.3% | +31.7% | +3,288.6% | +2,568.4% |
| All | +8,434.7% | +34.7% | +8,400.0% | +6,604.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling